The API most people's first script talks to — free key, wide coverage, hard rate limits.
Forex data and FX trading tools
Every card here raises the same question first: whose prices are these, and against whom are you trading them?
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There is no exchange, so there is no price list — and no single price
Everything about this page follows from one structural fact: spot foreign exchange is an over-the-counter market. There is no central venue, so there is no exchange fee schedule, no consolidated tape and no per-device licence. That is why a plan selling US equity quotes for tens of dollars a month will throw FX in for nothing, and why twenty-five of the cards here are data APIs that treat currencies as a rounding error on the bill.
The cost of that is precision. A quote for a pair is a quote from somebody's book, and two vendors will disagree about the same pair at the same instant by more than the difference is usually worth arguing about. In equities you can ask what the official close was. In FX the honest question is: whose close?
The three kinds of FX price on this page
Official reference rates. One number per currency per day, published by an institution, not dealable. The ECB Data Portal API serves the daily euro reference rates, yield curves and €STR over keyless SDMX across 214 dataflows; FRED carries FX among its macro series behind a free key; IMF Data, DBnomics and EconDB aggregate the same class of series from statistics offices and central banks. These are the right source for valuation, restatement and anything a third party has to be able to check.
Vendor consolidated quotes. A price built from a vendor's own sources and sold as a feed. Twelve Data covers FX alongside global equities and crypto over REST and WebSocket, billed in credits per minute; Tiingo, Finnhub, EODHD, Alpha Vantage and Financial Modeling Prep all do a version of the same thing. This is the layer where "which source" stops being answerable and starts being a vendor implementation detail.
Tick history. Tick Data sells spot FX by the symbol-year at 160 dollars, starting 1 May 2008. Kibot and FirstRate Data sell bought-once archives as zipped CSV. IQFeed streams it tick by tick into a local Windows socket. If a backtest depends on the spread rather than on the mid, this is the layer that answer lives in.
Picking between the three is not a quality judgement, it is a question about what the number is for. A reference rate cannot be traded and a vendor quote cannot be cited; asking a single source to do both jobs is how a revaluation ends up disagreeing with an accountant and a backtest ends up disagreeing with a broker statement. It is normal to use two of these at once, and it costs almost nothing to do so, because the free and near-free layer here is unusually good.
Where the platforms sit
Twelve charting platforms here carry FX, and for most of them it is an additional instrument list rather than a different product — TradingView, Koyfin, Optuma, StockCharts. The ones where FX is structurally central are the execution platforms: MultiCharts and NinjaTrader route orders to a broker and bring no data of their own, which in FX means the broker's prices are the prices — the same book you are dealing against is the book you are charting.
That is worth saying plainly, because it is the difference between FX and every other asset class in this catalogue. Elsewhere, the data source and the counterparty are separate companies with separate incentives. In retail FX they are frequently the same firm.
The cards here for a different reason
Sixteen backtesting frameworks list FX — NautilusTrader, Backtrader, vectorbt, QuantConnect and the rest. They consume prices rather than supply them, and the choice of source above is what determines whether their output means anything.
Four analysis libraries are here and none of them is a data tool. arch fits GARCH and the rest of the volatility-model family, which is the canonical FX application of that family; QuantLib builds the curves; TA-Lib and pandas-ta compute indicators on whatever series you hand them.
Two portfolio trackers appear, for unrelated reasons. Delta carries FX as part of a mixed stock-and-crypto book rather than as a trading instrument; TradeLog is here for how FX gains are taxed, which is a question about your jurisdiction rather than about the data. Six trade journals accept FX fills for the same reason journals accept anything: it is a record of what you did, not a view on what to do next. For the free layer under all of this, genuinely free financial data is the wider map.
All 96 of them
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Stock Market Data APIs19
Seventy-odd REST endpoints covering equities, options and physical commodities.
End-of-day futures history back to 1922 and eight ways to build a continuous contract.
End-of-day and fundamentals for 60+ exchanges worldwide, at a hobbyist price.
Global fundamentals, prices, ownership and macro behind one key, with a hosted MCP server.
Financial statements, ratios and filings for 70,000+ securities across 60+ exchanges.
Real-time US quotes and a live trade stream on a free key. OHLC candles are not free.
Historical US intraday and tick data as zipped CSV, bought once rather than rented.
Tick-by-tick data into a local Windows socket, with exchange fees billed on top.
US intraday history back to 1998, bought once and kept, delivered as gzipped CSV.
Full-tick US equities, options and futures from a direct exchange feed.
Survivorship-bias-free end-of-day history with delisted stocks and index constituents.
One Python API, REST app and MCP server over 17 public and exchange data sources.
Forty years of global fundamentals over REST, an MCP server and Google Sheets.
Free daily, hourly and 5-minute history as bulk files, for personal use only.
Historical intraday ticks from 1974, sold by the symbol-year and licensed perpetually.
End-of-day equity history back to 1962, plus crypto, forex and news, from $30 a month.
Global stocks, forex and crypto over REST and WebSocket, billed in credits per minute.
The Python library everyone starts with — free, unofficial, and not something to build on.
Backtesting Frameworks & Algo Trading Libraries16
Windows portfolio backtester scripted in AFL, sold as a perpetual licence.
A single-instrument Python backtester — one OHLC series, one strategy, no live trading.
An event-driven Python backtester with 122 indicators, frozen since April 2023.
Free hosted Python backtesting with bundled minute data and broker execution.
Gym-style market environments and deep-RL agents for trading research, MIT-licensed.
The community continuation of ib_insync — same API, new maintainers, TWS still required.
Open-weights transformer pre-trained on OHLCV bars. The training corpus is not released.
QuantConnect's engine without the cloud — your server, your data, your broker login.
One strategy class for backtest and live, plus a built-in LLM agent runtime.
Rust core, Python API, one strategy that backtests and trades live unchanged.
LEAN hosted for you — a browser IDE, mounted data and live trading through real brokers.
Zipline and Moonshot in Docker on your own hardware, wired to Interactive Brokers.
C#/.NET algo stack with 384 connectors; source is published but no longer open source.
Vectorised backtesting — thousands of parameter combinations in one NumPy pass.
Paid vectorbt — native Rust simulators, streaming indicators and a built-in MCP server.
Windows portfolio backtesting in C# or drag-and-drop blocks, with a built-in MCP service.
Trading Journal Software13
Post-trade analytics and discipline tracking on one annual plan, with no free tier.
Broker-synced trade stats you cannot edit, so the record proves itself.
iPhone-only trade journal tagging each trade with an emotion; free for 10 trades a month.
A free manual-entry trade journal with no trade cap; $10 adds file import and an AI coach.
A free trade planner and journal since 2011, paid for by one sponsor click a month.
A web trade journal with Monte Carlo projections and AI chat; auto-import starts at $49.
Multi-asset trade journal and tracker with a free plan and a 194-name import list.
The open-source trade journal you run in Docker, or rent hosted for $4.99 a month.
Trade journal with options spread detection on Elite and market replay down to 250ms.
The category's oldest journal, 81 supported brokers, and a free tier that still works.
The analytics-heavy journal: 150+ base charts across seven instrument types.
Auto-synced trade journal with bar-by-bar replay, backtesting and AI session review.
A Windows trade journal you buy once, with broker statement import and a local MCP server.
Stock Charting Platforms & Screeners11
Stock, fund and options screeners sold as a $0-$29.95 website membership.
Swedish screener on 20 years of Nordic financials, with 16,000 global companies on Pro.
Windows charting on ICE's consolidated feed, with EFS scripting and global exchanges.
Real-time quotes, advanced filters and CSV export on top of the free Finviz screener.
A browser research terminal for global equities, funds, macro and estimates.
Windows technical-analysis desktop for analysts, with Optuma's own EOD data bundled in.
European charting and trading platform, free or paid for in euros or in trades.
UK-built browser screener, company financials and portfolios — formerly SharePad.
Browser technical charting, custom scans and alerts, priced per service level.
Charting across 50-plus markets, with Pine Script, server-side alerts and broker trading.
Automated technical analysis, real-time scanning and no-code backtesting in one web app.
Desktop Trading Platforms & Order Flow7
Windows charting and futures trading on a $50 core, with profile and footprint add-ons.
Java desktop charting whose Elliott Wave tooling is the reason anyone buys it.
Windows charting, backtesting and order routing on EasyLanguage, sold outright or monthly.
Windows futures platform with C# strategy scripting and order-flow charting.
Windows order-flow platform — volume ladder, depth map, TPO and an options desk, no data.
Windows order-flow terminal for 60+ connections, with an open C# API and a real free tier.
Windows-native charts, order flow and DOM trading, priced as packages plus exchange fees.
Macro & Economic Data APIs7
Macro series from 93 statistics offices and central banks behind one open API.
Euro reference rates, yield curves and €STR over keyless SDMX — with vintages.
5,170 macro series and container-shipping data behind one API and one subscription.
The Fed's macro database — 851,100 series, a free key and 120 requests a minute.
Release-timestamped macro data for 22 currencies, with a calendar and COT, from $50.
Free, keyless SDMX access to IMF macro statistics — WEO included, forecasts and all.
Macro data for 196 countries with its own forecasts. No free key; the API starts at $199.
No-Code Strategy Builders & Auto-Trading6
Windows strategy generator — genetic programming writes the rules, you export the code.
Point-and-click strategy generation on Windows, exported as code to eight platforms.
Hosted no-code backtester that runs overfitting checks on every test, paper trading only.
TradingView alerts to futures, prop-firm and IBKR accounts, for one flat fee per login.
Webhook-to-broker order routing, billed per order sent rather than per account.
Machine-searches for trading strategies, then tries to break them with robustness tests.
Market Analysis & Portfolio Optimization Libraries5
GARCH and the rest of the volatility-model family, plus the tests you need around them.
Exchange schedules as pandas DataFrames, with CME, CBOE options and bond-market calendars.
The DataFrame indicator library whose repo is gone and whose last release is a year old.
The open-source derivatives pricing library banks actually use, reachable from Python.
The C indicator library everything else wraps — and pip now ships the C part with it.
Options Data & Flow Analytics2
Per-file OPRA options history from the exchange, priced by dataset, date and symbol.
US options tape, dark pool prints and congressional trades over one REST API.
Fundamental Data & Stock Research Platforms2
A browser terminal with Bloomberg-style commands, real-time US quotes and SEC filings.
Financials, estimates and live prices as worksheet functions in Excel and Google Sheets.
Stock Portfolio Trackers2
AI Research Agents & Copilots2
Analyst, bull, bear, risk and portfolio-manager agents argue over one ticker.
A local finance research agent with 74 MCP tools, nine backtest engines and 14 brokers.
Insider, 13F & Congressional Trade Trackers1
Short interest estimated daily from the lending pool, with cost to borrow beside it.
Financial News & Sentiment APIs1
Global financial news over REST, tagged to entities and scored for sentiment per entity.
Tick Data Storage & Time-Series Databases1
Enterprise tick capture, storage and streaming analytics, sold only by quote.
Financial MCP Servers1
Screeners, technical analysis and backtests for any MCP client. No TradingView account.
FAQ
Why is forex data so much cheaper than stock data?
Because there is no exchange to pay. Spot FX trades over the counter, between banks and brokers, so there is no central venue setting a fee schedule and no consolidated tape to license. What you get instead is a price from somebody's book, and different vendors will give you different numbers for the same pair at the same instant. Cheap data and ambiguous data are the same fact here, seen from two sides.
What is a central bank reference rate good for?
Anything that has to be defensible rather than tradable — valuing a portfolio at a date, restating a foreign revenue line, writing a rule that both sides of a contract can check. The ECB publishes a daily euro reference rate set at a fixed time; it is one number a day, it is not a price you can deal on, and that is exactly why it settles arguments.
Does it matter which vendor I take FX history from?
More than it does for listed equities. An exchange-traded stock has one official close; a currency pair has as many closes as there are sources, differing by the spread and by the snapshot time. For backtesting this is a real source of divergence between your results and someone else's, so record which source you used and at what timestamp convention, the same way you would record a data version.
Why are macro APIs listed as forex tools?
Because they carry the official rates, and for a lot of work those are the right ones. FRED, the ECB Data Portal, DBnomics, IMF Data and EconDB all publish FX series as part of a macro catalogue rather than as a trading product. If the job is a chart, a revaluation or a research note rather than an order, these are free, keyless or nearly so, and they cite their own origin.